Asymptotic Approximations for Probability Integrals: 1592 - Brossura

Breitung, Karl Wilhelm

 
9783540586173: Asymptotic Approximations for Probability Integrals: 1592

Sinossi

This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical physics and information theory. An important special case is the approximation of multidimensional normal integrals. Here the relation between the differential geometry of the boundary of the integration domain and the asymptotic probability content is derived. One of the most important applications of these methods is in structural reliability. Engineers working in this field will find here a complete outline of asymptotic approximation methods for failure probability integrals.

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Contenuti

Mathematical preliminaries.- Asymptotic analysis.- Univariate integrals.- Multivariate laplace type integrals.- Approximations for normal integrals.- Arbitrary probability integrals.- Crossing rates of stochastic processes.

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9780387586175: Asymptotic Approximations for Probability Integrals

Edizione in evidenza

ISBN 10:  0387586172 ISBN 13:  9780387586175
Brossura